| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1,626.8 |
1,643.5 |
16.7 |
1.0% |
1,660.0 |
| High |
1,648.9 |
1,657.0 |
8.1 |
0.5% |
1,679.2 |
| Low |
1,596.6 |
1,633.2 |
36.6 |
2.3% |
1,535.0 |
| Close |
1,641.6 |
1,653.2 |
11.6 |
0.7% |
1,622.3 |
| Range |
52.3 |
23.8 |
-28.5 |
-54.5% |
144.2 |
| ATR |
62.9 |
60.1 |
-2.8 |
-4.4% |
0.0 |
| Volume |
146,919 |
117,686 |
-29,233 |
-19.9% |
1,089,019 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,719.2 |
1,710.0 |
1,666.3 |
|
| R3 |
1,695.4 |
1,686.2 |
1,659.7 |
|
| R2 |
1,671.6 |
1,671.6 |
1,657.6 |
|
| R1 |
1,662.4 |
1,662.4 |
1,655.4 |
1,667.0 |
| PP |
1,647.8 |
1,647.8 |
1,647.8 |
1,650.1 |
| S1 |
1,638.6 |
1,638.6 |
1,651.0 |
1,643.2 |
| S2 |
1,624.0 |
1,624.0 |
1,648.8 |
|
| S3 |
1,600.2 |
1,614.8 |
1,646.7 |
|
| S4 |
1,576.4 |
1,591.0 |
1,640.1 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,044.8 |
1,977.7 |
1,701.6 |
|
| R3 |
1,900.6 |
1,833.5 |
1,662.0 |
|
| R2 |
1,756.4 |
1,756.4 |
1,648.7 |
|
| R1 |
1,689.3 |
1,689.3 |
1,635.5 |
1,650.8 |
| PP |
1,612.2 |
1,612.2 |
1,612.2 |
1,592.9 |
| S1 |
1,545.1 |
1,545.1 |
1,609.1 |
1,506.6 |
| S2 |
1,468.0 |
1,468.0 |
1,595.9 |
|
| S3 |
1,323.8 |
1,400.9 |
1,582.6 |
|
| S4 |
1,179.6 |
1,256.7 |
1,543.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,681.5 |
1,596.6 |
84.9 |
5.1% |
48.3 |
2.9% |
67% |
False |
False |
145,468 |
| 10 |
1,757.9 |
1,535.0 |
222.9 |
13.5% |
68.6 |
4.1% |
53% |
False |
False |
201,637 |
| 20 |
1,889.1 |
1,535.0 |
354.1 |
21.4% |
61.1 |
3.7% |
33% |
False |
False |
199,697 |
| 40 |
1,923.7 |
1,535.0 |
388.7 |
23.5% |
58.8 |
3.6% |
30% |
False |
False |
216,487 |
| 60 |
1,923.7 |
1,535.0 |
388.7 |
23.5% |
48.6 |
2.9% |
30% |
False |
False |
187,473 |
| 80 |
1,923.7 |
1,481.0 |
442.7 |
26.8% |
41.4 |
2.5% |
39% |
False |
False |
143,060 |
| 100 |
1,923.7 |
1,475.0 |
448.7 |
27.1% |
36.5 |
2.2% |
40% |
False |
False |
115,149 |
| 120 |
1,923.7 |
1,465.9 |
457.8 |
27.7% |
34.5 |
2.1% |
41% |
False |
False |
96,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,758.2 |
|
2.618 |
1,719.3 |
|
1.618 |
1,695.5 |
|
1.000 |
1,680.8 |
|
0.618 |
1,671.7 |
|
HIGH |
1,657.0 |
|
0.618 |
1,647.9 |
|
0.500 |
1,645.1 |
|
0.382 |
1,642.3 |
|
LOW |
1,633.2 |
|
0.618 |
1,618.5 |
|
1.000 |
1,609.4 |
|
1.618 |
1,594.7 |
|
2.618 |
1,570.9 |
|
4.250 |
1,532.1 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,650.5 |
1,648.5 |
| PP |
1,647.8 |
1,643.8 |
| S1 |
1,645.1 |
1,639.1 |
|